D. Ormoneit.
A regularization approach to continuous learning with an application
to financial derivatives pricing.
Neural Networks,
12(10):1405-1412, 1999.
An older version of this work as a working paper is available
here.

D. Ormoneit and H. White.
An efficient algorithm to compute maximum entropy densities.Econometric Reviews, 18(2):127-140, 1999.
The table
of lambda- and mu-values which is mentioned in this paper is
here
and the C++ program for the numerical integration is
here.